It's not native with the APP itself, but you have the option to program it, via the NOTIFICATIONS tab, to send you a text message to your phone when you get an SMS message. The reason you get a "pop up" notification in your smartphone app is because the phone and the app was made by the same engineers.

Opps, guess I can't read. I have the latest and greatest version of the RC4W and I do receive a pop up window. Although it doesn't specifically say its an SMS message. I also get a audio alert ("ding"). My settings also send me an email when I get a SMS message - so I'm notified twice.

We use a lot the Chat feature, from the Softphone and it will be more useful if the PopUp bubble that notifies that we have other line of chat comes "with the message", because if the app is not foreground and we are working in a different window, we need to go back to the softphone just to read... capisce ?

This is the notification that is coming with the Softphone app in Win 10